Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724054.0988 | 481553.9391 | 242500.1597 | 3647403.857 | 744965.2048 | 2902438.6522 |
Total P&L (%) | 724.0541 | 481.5539 | 242.5002 | 3647.4039 | 744.9652 | 2902.4387 |
Avg Daily Profit (%) | 0.3807 | 0.2532 | 0.1275 | 0.1907 | 0.1123 | 0.179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97017 | -73773 | -90952 | -2077385 | -2940183 | -1290155 |
Profit Factor | 2.7977 | 3.1459 | 2.3596 | 1.3782 | 1.1252 | 1.7858 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 47.8261 | 42.8571 | 52.9412 | 47.8261 | 42.8571 | 52.9412 |
Ratio Avg Win / Avg Loss | 3.052 | 4.1945 | 2.0974 | 1.5035 | 1.5003 | 1.5874 |
Largest Winning Trade | 237627 | 237627 | 55351 | 1705155 | 1705155 | 1164301 |
Largest Losing Trade | -44256 | -34194 | -44256 | -1876080 | -1876080 | -1282892 |
Avg Bars in Trades | 107 | 85 | 129 | 107 | 85 | 129 |
Avg Bars in Winners | 180 | 139 | 214 | 180 | 139 | 214 |
Avg Bars in Losers | 40 | 45 | 34 | 40 | 45 | 34 |
Bars Traded | 7399 | 3001 | 4398 | 7399 | 3001 | 4398 |
Profit Streak | 0 | 0 | 548.3514 | 0 | 0 | 548.3514 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92201 | 406790 | -16992 | -97491 | -127166 | 452466 |
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{ "first_band": { "type": "vwma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 34, "offset": 0 } } }
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{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557511200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759047959098, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 34, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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